Levenberg-Marquardt algorithm for 3D data - matlab

I have a point cloud in 3D whose coordinates are stored in a 3D vector, and I would like to fit a nonlinear function to the point cloud.
Do you know if the lsqcurvefit algorithm implemented in MATLAB works for 3D data as well?
Do you have any example data that uses 'levenberg-marquardt' for 3D data using MATLAB?
options = optimoptions('lsqcurvefit','Algorithm','levenberg-marquardt');

Yes, you can still use lsqcurvefit in 3D, but if you want to keep your code as simple as possible (see edit) I suggest the lsqnonlin function for multivariate nonlinear data fitting. The linked documentation page shows several examples, one of which uses the Levenberg-Marquardt algorithm in 2D. In 3D or higher, the usage is similar.
For instance, suppose you have a cloud of points in 3D whose coordinates are stored in the arrays x, y and z. Suppose you are looking for a fitting surface (no longer a curve because you are in 3D) of the form z = exp(r1*x + r2*y), where r1 and r2 are coefficients to be found. You start by defining the following inline function
fun = #(r) exp(r(1)*x + r(2)*y) - z;
where r is an unknown 1x2 array whose entries will be your unknown coefficients (r1 and r2). We are ready to solve the problem:
r0 = [1,1]; % Initial guess for r
options = optimoptions(#lsqnonlin, 'Algorithm', 'levenberg-marquardt');
lsqnonlin(fun, r0, [], [], options)
You will get the output on the command window.
Tested on MATLAB 2018a.
Hope that helps.
EDIT: lsqcurvefit vs lsqnonlin
lsqcurvefit is basically a special case of lsqnonlin. The discussion on whichever is better in terms of speed and accuracy is wide and is beyond the scope of this post. There are two reasons why I have suggested lsqnonlin:
You are free to take x, y, z as matrices instead of column vectors, just make sure that the dimensions match. In fact, if you use lsqcurvefit, your fun must have an additional argument xdata defined as [x, y] where x and y are taken in column form.
You are free to choose your fitting function fun to be implicit, that is of the form f(x,y,z)=0.

Related

MATLAB: polyval function for N greater than 1

I am trying trying to graph the polynomial fit of a 2D dataset in Matlab.
This is what I tried:
rawTable = readtable('Test_data.xlsx','Sheet','Sheet1');
x = rawTable.A;
y = rawTable.B;
figure(1)
scatter(x,y)
c = polyfit(x,y,2);
y_fitted = polyval(c,x);
hold on
plot(x,y_fitted,'r','LineWidth',2)
rawTable.A and rawTable.A are randomly generated numbers. (i.e. the x dataset cannot be represented in the following form : x=0:0.1:100)
The result:
second-order polynomial
But the result I expect looks like this (generated in Excel):
enter image description here
How can I graph the second-order polynomial fit in MATLAB?
I sense some confusion regarding what the output of each of those Matlab function mean. So I'll clarify. And I think we need some details as well. So expect some verbosity. A quick answer, however, is available at the end.
c = polyfit(x,y,2) gives the coefficient vectors of the polynomial fit. You can get the fit information such as error estimate following the documentation.
Name this polynomial as P. P in Matlab is actually the function P=#(x)c(1)*x.^2+c(2)*x+c(3).
Suppose you have a single point X, then polyval(c,X) outputs the value of P(X). And if x is a vector, polyval(c,x) is a vector corresponding to [P(x(1)), P(x(2)),...].
Now that does not represent what the fit is. Just as a quick hack to see something visually, you can try plot(sort(x),polyval(c,sort(x)),'r','LineWidth',2), ie. you can first sort your data and try plotting on those x-values.
However, it is only a hack because a) your data set may be so irregularly spaced that the spline doesn't represent function or b) evaluating on the whole of your data set is unnecessary and inefficient.
The robust and 'standard' way to plot a 2D function of known analytical form in Matlab is as follows:
Define some evenly-spaced x-values over the interval you want to plot the function. For example, x=1:0.1:10. For example, x=linspace(0,1,100).
Evaluate the function on these x-values
Put the above two components into plot(). plot() can either plot the function as sampled points, or connect the points with automatic spline, which is the default.
(For step 1, quadrature is ambiguous but specific enough of a term to describe this process if you wish to communicate with a single word.)
So, instead of using the x in your original data set, you should do something like:
t=linspace(min(x),max(x),100);
plot(t,polyval(c,t),'r','LineWidth',2)

Using matlab to obtain the vector fields and the angles made by the vector field on a closed curve?

Here is the given system I want to plot and obtain the vector field and the angles they make with the x axis. I want to find the index of a closed curve.
I know how to do this theoretically by choosing convenient points and see how the vector looks like at that point. Also I can always use
to compute the angles. However I am having trouble trying to code it. Please don't mark me down if the question is unclear. I am asking it the way I understand it. I am new to matlab. Can someone point me in the right direction please?
This is a pretty hard challenge for someone new to matlab, I would recommend taking on some smaller challenges first to get you used to matlab's conventions.
That said, Matlab is all about numerical solutions so, unless you want to go down the symbolic maths route (and in that case I would probably opt for Mathematica instead), your first task is to decide on the limits and granularity of your simulated space, then define them so you can apply your system of equations to it.
There are lots of ways of doing this - some more efficient - but for ease of understanding I propose this:
Define the axes individually first
xpts = -10:0.1:10;
ypts = -10:0.1:10;
tpts = 0:0.01:10;
The a:b:c syntax gives you the lower limit (a), the upper limit (c) and the spacing (b), so you'll get 201 points for the x. You could use the linspace notation if that suits you better, look it up by typing doc linspace into the matlab console.
Now you can create a grid of your coordinate points. You actually end up with three 3d matrices, one holding the x-coords of your space and the others holding the y and t. They look redundant, but it's worth it because you can use matrix operations on them.
[XX, YY, TT] = meshgrid(xpts, ypts, tpts);
From here on you can perform whatever operations you like on those matrices. So to compute x^2.y you could do
x2y = XX.^2 .* YY;
remembering that you'll get a 3d matrix out of it and all the slices in the third dimension (corresponding to t) will be the same.
Some notes
Matlab has a good builtin help system. You can type 'help functionname' to get a quick reminder in the console or 'doc functionname' to open the help browser for details and examples. They really are very good, they'll help enormously.
I used XX and YY because that's just my preference, but I avoid single-letter variable names as a general rule. You don't have to.
Matrix multiplication is the default so if you try to do XX*YY you won't get the answer you expect! To do element-wise multiplication use the .* operator instead. This will do a11 = b11*c11, a12 = b12*c12, ...
To raise each element of the matrix to a given power use .^rather than ^ for similar reasons. Likewise division.
You have to make sure your matrices are the correct size for your operations. To do elementwise operations on matrices they have to be the same size. To do matrix operations they have to follow the matrix rules on sizing, as will the output. You will find the size() function handy for debugging.
Plotting vector fields can be done with quiver. To plot the components separately you have more options: surf, contour and others. Look up the help docs and they will link to similar types. The plot family are mainly about lines so they aren't much help for fields without creative use of the markers, colours and alpha.
To plot the curve, or any other contour, you don't have to test the values of a matrix - it won't work well anyway because of the granularity - you can use the contour plot with specific contour values.
Solving systems of dynamic equations is completely possible, but you will be doing a numeric simulation and your results will again be subject to the granularity of your grid. If you have closed form solutions, like your phi expression, they may be easier to work with conceptually but harder to get working in matlab.
This kind of problem is tractable in matlab but it involves some non-basic uses which are pretty hard to follow until you've got your head round Matlab's syntax. I would advise to start with a 2d grid instead
[XX, YY] = meshgrid(xpts, ypts);
and compute some functions of that like x^2.y or x^2 - y^2. Get used to plotting them using quiver or plotting the coordinates separately in intensity maps or surfaces.

Fitting a 2D Gaussian to 2D Data Matlab

I have a vector of x and y coordinates drawn from two separate unknown Gaussian distributions. I would like to fit these points to a three dimensional Gauss function and evaluate this function at any x and y.
So far the only manner I've found of doing this is using a Gaussian Mixture model with a maximum of 1 component (see code below) and going into the handle of ezcontour to take the X, Y, and Z data out.
The problems with this method is firstly that its a very ugly roundabout manner of getting this done and secondly the ezcontour command only gives me a grid of 60x60 but I need a much higher resolution.
Does anyone know a more elegant and useful method that will allow me to find the underlying Gauss function and extract its value at any x and y?
Code:
GaussDistribution = fitgmdist([varX varY],1); %Not exactly the intention of fitgmdist, but it gets the job done.
h = ezcontour(#(x,y)pdf(GaussDistributions,[x y]),[-500 -400], [-40 40]);
Gaussian Distribution in general form is like this:
I am not allowed to upload picture but the Formula of gaussian is:
1/((2*pi)^(D/2)*sqrt(det(Sigma)))*exp(-1/2*(x-Mu)*Sigma^-1*(x-Mu)');
where D is the data dimension (for you is 2);
Sigma is covariance matrix;
and Mu is mean of each data vector.
here is an example. In this example a guassian is fitted into two vectors of randomly generated samples from normal distributions with parameters N1(4,7) and N2(-2,4):
Data = [random('norm',4,7,30,1),random('norm',-2,4,30,1)];
X = -25:.2:25;
Y = -25:.2:25;
D = length(Data(1,:));
Mu = mean(Data);
Sigma = cov(Data);
P_Gaussian = zeros(length(X),length(Y));
for i=1:length(X)
for j=1:length(Y)
x = [X(i),Y(j)];
P_Gaussian(i,j) = 1/((2*pi)^(D/2)*sqrt(det(Sigma)))...
*exp(-1/2*(x-Mu)*Sigma^-1*(x-Mu)');
end
end
mesh(P_Gaussian)
run the code in matlab. For the sake of clarity I wrote the code like this it can be written more more efficient from programming point of view.

matlab: cdfplot of relative error

The figure shown above is the plot of cumulative distribution function (cdf) plot for relative error (attached together the code used to generate the plot). The relative error is defined as abs(measured-predicted)/(measured). May I know the possible error/interpretation as the plot is supposed to be a smooth curve.
X = load('measured.txt');
Xhat = load('predicted.txt');
idx = find(X>0);
x = X(idx);
xhat = Xhat(idx);
relativeError = abs(x-xhat)./(x);
cdfplot(relativeError);
The input data file is a 4x4 matrix with zeros on the diagonal and some unmeasured entries (represent with 0). Appreciate for your kind help. Thanks!
The plot should be a discontinuous one because you are using discrete data. You are not plotting an analytic function which has an explicit (or implicit) function that maps, say, x to y. Instead, all you have is at most 16 points that relates x and y.
The CDF only "grows" when new samples are counted; otherwise its value remains steady, just because there isn't any satisfying sample that could increase the "frequency".
You can check the example in Mathworks' `cdfplot1 documentation to understand the concept of "empirical cdf". Again, only when you observe a sample can you increase the cdf.
If you really want to "get" a smooth curve, either 1) add more points so that the discontinuous line looks smoother, or 2) find any statistical model of whatever you are working on, and plot the analytic function instead.

How to use matlab contourf to draw two-dimensional decision boundary

I finished an SVM training and got data like X, Y. X is the feature matrix only with 2 dimensions, and Y is the classification labels. Because the data is only in two dimensions, so I would like to draw a decision boundary to show the surface of support vectors.
I use contouf in Matlab to do the trick, but really find it hard to understand how to use the function.
I wrote like:
#1 try:
contourf(X);
#2 try:
contourf([X(:,1) X(:,2) Y]);
#3 try:
Z(:,:,1)=X(Y==1,:);
Z(:,:,2)=X(Y==2,:);
contourf(Z);
all these things do not correctly. And I checked the Matlab help files, most of them make Z as a function, so I really do not know how to form the correct Z matrix.
If you're using the svmtrain and svmclassify commands from Bioinformatics Toolbox, you can just use the additional input argument (...'showplot', true), and it will display a scatter plot with a decision boundary and the support vectors highlighted.
If you're using your own SVM, or a third-party tool such as libSVM, what you probably need to do is to:
Create a grid of points in your 2D input feature space using the meshgrid command
Classify those points using your trained SVM
Plot the grid of points and the classifications using contourf.
For example, in kind-of-MATLAB-but-pseudocode, assuming your input features are called X1 and X2:
numPtsInGrid = 100;
x1Range = linspace(x1lower, x1upper, numPtsInGrid);
x2Range = linspace(x2lower, x2upper, numPtsInGrid);
[X1, X2] = meshgrid(x1Range, x2Range);
Z = classifyWithMySVMSomehow([X1(:), X2(:)]);
contourf(X1(:), X2(:), Z(:))
Hope that helps.
I know it's been a while but I will give it a try in case someone else will come up with that issue.
Assume we have a 2D training set so as to train an SVM model, in other words the feature space is a 2D space. We know that a kernel SVM model leads to a score (or decision) function of the form:
f(x) = sumi=1 to N(aiyik(x,xi)) + b
Where N is the number of support vectors, xi is the i -th support vector, ai is the estimated Lagrange multiplier and yi the associated class label. Values(scores) of decision function in way depict the distance of the observation x frοm the decision boundary.
Now assume that for every point (X,Y) in the 2D feature space we can find the corresponding score of the decision function. We can plot the results in the 3D euclidean space, where X corresponds to values of first feature vector f1, Y to values of second feature f2, and Z to the the return of decision function for every point (X,Y). The intersection of this 3D figure with the Z=0 plane gives us the decision boundary into the two-dimensional feature space. In other words, imagine that the decision boundary is formed by the (X,Y) points that have scores equal to 0. Seems logical right?
Now in MATLAB you can easily do that, by first creating a grid in X,Y space:
d = 0.02;
[x1Grid,x2Grid] = meshgrid(minimum_X:d:maximum_X,minimum_Y:d:maximum_Y);
d is selected according to the desired resolution of the grid.
Then for a trained model SVMModel find the scores of every grid's point:
xGrid = [x1Grid(:),x2Grid(:)];
[~,scores] = predict(SVMModel,xGrid);
Finally plot the decision boundary
figure;
contour(x1Grid,x2Grid,reshape(scores(:,2),size(x1Grid)),[0 0],'k');
Contour gives us a 2D graph where information about the 3rd dimension is depicted as solid lines in the 2D plane. These lines implie iso-response values, in other words (X,Y) points with same Z value. In our occasion contour gives us the decision boundary.
Hope I helped to make all that more clear. You can find very useful information and examples in the following links:
MATLAB's example
Representation of decision function in 3D space